The GNU Scientific Library (GSL) is a numerical library for C and C++
programmers. It is free software under the GNU General Public License.
The library provides a wide range of mathematical routines such as
random number generators, special functions and least-squares
fitting. There are over 1000 functions in total.
 
The complete range of subject areas covered by the library includes, 

  Complex Numbers		Roots of Polynomials	Special Functions
  Vectors and Matrices  	Permutations		Sorting
  BLAS Support			Linear Algebra		Eigensystems
  Fast Fourier Transforms 	Quadrature		Random Numbers
  Quasi-Random Sequences	Random Distributions	Statistics
  Histograms			N-Tuples		Monte Carlo Integration
  Simulated Annealing		Differential Equations	Interpolation
  Numerical Differentiation	Chebyshev Approximation	Series Acceleration
  Discrete Hankel Transforms	Root-Finding		Minimization
  Least-Squares Fitting		Physical Constants	IEEE Floating-Point

As of 2004, GSL itself is essentially feature complete, the developers
are not actively working on any major new functionality.
